-22.4%
EQX vs NTNX
+69.1%
-91.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.6% |
| 7D | -3.2% | -3.1% | -0.1% | -3.2% |
| 30D | +7.8% | +2.0% | +5.8% | +7.9% |
| 3M | +21.3% | +34.0% | -12.6% | +20.9% |
| 6M | -22.4% | +72.4% | -94.8% | -20.0% |
| All | -22.4% | +69.1% | -91.5% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded NTNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling